+481.0%
JPM vs ALL
+371.2%
+109.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -2.5% | -2.6% | +0.1% | -1.1% |
| 30D | +2.7% | +12.7% | -10.0% | -4.2% |
| 3M | -4.7% | +0.4% | -5.1% | -5.3% |
| 6M | +15.6% | +23.8% | -8.2% | +0.2% |
| YTD | +8.6% | +27.8% | -19.2% | -8.3% |
| 1Y | +10.9% | +28.9% | -18.0% | -7.0% |
| 3Y | +149.9% | +113.9% | +36.0% | +44.4% |
| 5Y | +131.9% | +157.4% | -25.4% | +10.9% |
| 10Y | +481.0% | +369.0% | +112.0% | +92.4% |
| All | +481.0% | +371.2% | +109.9% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling